You can only copy games that have been downloaded from (PlayStation®Store) to the PS3™ system but have not been installed.
On the PS3™ system, games that can be copied to your system are displayed as (Data downloaded to the hard disk) under (Game).

If a game is already installed on the PS3™ system, download it again from PlayStation®Store, and then copy it to your system before installing it on your PS3™ system.
On the PS3™ system, games that can be downloaded again are listed when you select Download List in (PlayStation®Store). Check that (Data downloaded to the hard disk) appears for the game, and then copy it.‎

An alternative to downloading a game using a PS3™ system and then copying it to your system is to download the game directly using your system.
Select (PS Store) > [Start] > (Options) > [Download List]. Select the game that you want to download, and then select [Download].

Some games cannot be copied from the PS3™ system to your system, or cannot be downloaded using your system.